Semester:SS 23
Art:Modul
Sprache:Englisch
ECTS-Credits:3.0
Plansemester:2
Lektionen / Semester:30.0 L / 22.5 h
Selbststudium:67.5 h
Art:Modul
Sprache:Englisch
ECTS-Credits:3.0
Plansemester:2
Lektionen / Semester:30.0 L / 22.5 h
Selbststudium:67.5 h
Modulleitung/Dozierende
- Prof. Dr. Michael Hanke
(Modulleitung)
Studiengang
Masterstudium Finance (01.09.2020)Lehrveranstaltungen
Beschreibung
- Identifying, Measuring, and Management of Financial Risks
- Risk Categories and Associated Models: Market, Credit, Operational and Liquidity Risks
- Rating Agencies and Credit Ratings
Lernergebnisse
- understand both the importance and the potential of financial risk management,
- relate financial risk management to other areas of finance and within financial institutions,
- know about the risks associated with financial derivatives as well as their potential for applications in risk management and financial engineering,
- apply appropriate methods to identify, measure and manage financial risks,
Kompetenzen
Lehrmethoden
Lecture
Literatur
Hull, J.C. (2018). Options, Futures, and Other Derivatives. Pearson
Jorion, P. (2009) Financial Risk Manager Handbook. Wiley
Prüfungsmodalitäten
see lecture(s) within the module